I know that every Pokemon that the Elite Four and the Champion of Ruby, Sapphire, and Emerald knows either a damaging weather move (sandstorm/hail) or a fire, rock, ghost, or dark move. I remember some of the other Elite Four's Pokemon type, as well as some of the various Champion's Pokemon.

HeartGold/SoulSilver(After 16 Badges):

Platinum/Diamond/Pearl:

Aaron: None

Bertha: None

Flint: None

Lucian: Mr. Mime, Bronzong, Alakazam

Cynthia: Milotic, Lucario, Garchomp

So to answer your question, I would say that Shedinja is useful with beating the E4 in some games. It is great at taking out threats such as Cynthia's Garchomp, Lance's Gyarados, and Iris's Lapras. But overall, I would say it is most useful in Pokemon HGSS because of how much it walls.